+99.6%
TJX vs FAST
+106.0%
-6.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.7% |
| 30D | -19.9% | -4.7% | -15.1% | -18.5% |
| 3M | -19.0% | +7.9% | -27.0% | -21.4% |
| 6M | -18.6% | +7.4% | -26.0% | -21.0% |
| YTD | -15.3% | +25.1% | -40.4% | -22.6% |
| 1Y | -7.3% | +4.7% | -12.0% | -9.8% |
| 3Y | +46.6% | +94.7% | -48.1% | +7.0% |
| All | +99.6% | +106.0% | -6.4% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling